10 citations to 10.1016/S0167-7152(01)00074-8 (Crossref Cited-By Service)
  1. K. Borovkov, G. Last, “On level crossings for a general class of piecewise-deterministic Markov processes”, Advances in Applied Probability, 40, № 3, 2008, 815  crossref
  2. N. E. Kordzakhia, A. A. Novikov, “On Maximal Inequalities for Ornstein–Uhlenbeck Processes with Jumps”, Theory Probab. Appl., 66, № 4, 2022, 713  crossref
  3. J. S. H. van Leeuwaarden, A. H. Löpker, T. J. Ott, “TCP and iso-stationary transformations”, Queueing Syst, 63, № 1-4, 2009, 459  crossref
  4. Александр Александрович Новиков, Aleksandr Aleksandrovich Novikov, “Мартингалы и моменты первого выхода для процесса Орнштейна - Уленбека со скачками”, ТВП, 48, № 2, 2003, 340  crossref
  5. Konstantin Borovkov, Alexander Novikov, “On exit times of Levy-driven Ornstein–Uhlenbeck processes”, Statistics & Probability Letters, 78, № 12, 2008, 1517  crossref
  6. Nino E Kordzahiya, Aleksandr Aleksandrovich Novikov, “On maximal inequalities for Ornstein-Uhlenbeck processes with jumps”, Теория вероятностей и ее применения, 66, № 4, 2021, 895  crossref
  7. A. Novikov, “Martingales and First-Passage Times for Ornstein–Uhlenbeck Processes with a Jump Component”, Theory Probab. Appl., 48, № 2, 2004, 288  crossref
  8. V. K. Yasinsky, “Stability in the First Approximation of Random-Structure Diffusion Systems with Aftereffect and External Markov Switchings”, Cybern Syst Anal, 50, № 2, 2014, 248  crossref
  9. Christiane Cocozza-Thivent, Robert Eymard, Sophie Mercier, Michel Roussignol, “Characterization of the marginal distributions of Markov processes used in dynamic reliability”, Journal of Applied Mathematics and Stochastic Analysis, 2006, 2006, 1  crossref
  10. K. Borovkov, G. Last, “On level crossings for a general class of piecewise-deterministic Markov processes”, Adv. Appl. Probab., 40, № 03, 2008, 815  crossref